| Autor: |
Swanepoel, J. W. H., van Wyk, J. W. J., Venter, J. H. |
| Zdroj: |
Sequential Analysis; January 1983, Vol. 2 Issue: 4 p289-310, 22p |
| Abstrakt: |
Let Tn be an estimate of the parameter θ and for a fixed d let Pn* be the bootstrap estimate of the probability that θ is included in the interval (Tn - d,Tn +d). Let N* be the first n such that P*n ≥ 1-α with 0<α<1. If Tn is the sample mean, then the asymptotic behaviour of N* as d↓0 is the same as that of the well known Chow Robbins procedure. Monte Carlo calculations show that these procedures are also very similar non asymptotically. If Tn is the median, the asymptotic behaviour of N* is the same as that of the procedure of Geertsema but Monte Carlo calculations in this case favours the bootstrap procedure. |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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